The Resource The efficiency of the Japanese equity market, Jun Nagayasu

The efficiency of the Japanese equity market, Jun Nagayasu

Label
The efficiency of the Japanese equity market
Title
The efficiency of the Japanese equity market
Statement of responsibility
Jun Nagayasu
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH). The result is valid for all sample periods, suggesting that the recent equity market reform has not produced major efficiency gains
Member of
Action
digitized
Cataloging source
OCLCE
Dewey number
332.63220952
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.03/142
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
IMF working paper
Series volume
WP/03/142
Label
The efficiency of the Japanese equity market, Jun Nagayasu
Publication
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 15-16)
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn646990079
Dimensions
unknown
Extent
1 online resource (22 pages)
File format
one file format
Form of item
online
Isbn
9781451901467
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/recordID
.b37169580
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)646990079
  • imf1451901461
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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